8000 BUG: fix origin epoch when freq is Day and harmonize epoch between timezones by hasB4K · Pull Request #34474 · pandas-dev/pandas · GitHub
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BUG: fix origin epoch when freq is Day and harmonize epoch between timezones #34474

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Merged
merged 2 commits into from
Jun 1, 2020
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BUG: fix origin epoch when freq is Day and harmonize epoch between timezones #34474

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BUG: fix origin epoch when freq is Day and harmonize epoch between ti…
hasB4K May 29, 2020
c78e29b
CLN: small refactor in resample.py
hasB4K Jun 1, 2020
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BUG: fix origin epoch when freq is Day and harmonize epoch between ti… 
…mezones
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@hasB4K @MathisF-AC
hasB4K authored and MathisF-AC committed Jun 1, 2020
commit 277138126427b52d36e2cf6ccc58c2bf9f6945e7
3 changes: 3 additions & 0 deletions pandas/core/resample.py
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Expand Up @@ -1696,6 +1696,9 @@ def _get_timestamp_range_edges(
index_tz = first.tz
if isinstance(origin, Timestamp) and (origin.tz is None) != (index_tz is None):
raise ValueError("The origin must have the same timezone as the index.")
if origin == "epoch":
# set the epoch based on the timezone to have similar result between timezones
origin = Timestamp("1970-01-01", tz=index_tz)

if isinstance(freq, Tick):
if isinstance(freq, Day):
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28 changes: 28 additions & 0 deletions pandas/tests/resample/test_datetime_index.py
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Expand Up @@ -846,6 +846,34 @@ def test_resample_origin_with_tz():
ts.resample("5min", origin="12/31/1999 23:57:00+03:00").mean()


def test_resample_origin_epoch_with_tz_day_vs_24h():
# GH 34474
start, end = "2000-10-01 23:30:00+0500", "2000-12-02 00:30:00+0500"
rng = pd.date_range(start, end, freq="7min")
random_values = np.random.randn(len(rng))
ts_1 = pd.Series(random_values, index=rng)

result_1 = ts_1.resample("D", origin="epoch").mean()
result_2 = ts_1.resample("24H", origin="epoch").mean()
tm.assert_series_equal(result_1, result_2)

# check that we have the same behavior with epoch even if we are not timezone aware
ts_no_tz = ts_1.tz_localize(None)
result_3 = ts_no_tz.resample("D", origin="epoch").mean()
result_4 = ts_no_tz.resample("24H", origin="epoch").mean()
tm.assert_series_equal(result_1, result_3.tz_localize(rng.tz), check_freq=False)
tm.assert_series_equal(result_1, result_4.tz_localize(rng.tz), check_freq=False)

# check that we have the similar results with two different timezones (+2H and +5H)
start, end = "2000-10-01 23:30:00+0200", "2000-12-02 00:30:00+0200"
rng = pd.date_range(start, end, freq="7min")
ts_2 = pd.Series(random_values, index=rng)
result_5 = ts_2.resample("D", origin="epoch").mean()
result_6 = ts_2.resample("24H", origin="epoch").mean()
tm.assert_series_equal(result_1.tz_localize(None), result_5.tz_localize(None))
tm.assert_series_equal(result_1.tz_localize(None), result_6.tz_localize(None))


def test_resample_origin_with_day_freq_on_dst():
# GH 31809
tz = "America/Chicago"
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